| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1A | USD | 248.500 | 4.40 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 149 | SOFR+149 | - | - |
| A1B | USD | 30.500 | 4.40 | - | AAA | - | - | - | 38.00% | - | Fixed | YLD | - | - | 3.32% | - | - |
| A2 | USD | 4.500 | 5.80 | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
| B | USD | 58.500 | 6.20 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 195 | SOFR+195 | - | - |
| C | USD | 22.500 | 6.60 | - | A+ | - | - | - | 19.00% | - | Floating | SOFR | - | 290 | SOFR+290 | - | - |
| D | USD | 31.500 | 6.80 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 415 | SOFR+397 | - | - |
| E | USD | 16.875 | 7.10 | - | BB- | - | - | - | 8.25% | - | Floating | SOFR | - | 835 | SOFR+776 | - | - |
| Sub | USD | 40.300 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1A: Redemption: 2023-11-15; Registration: 144A/Reg S;
A1B: Redemption: 2023-11-15; Registration: 144A/Reg S;
A2: Redemption: 2023-11-15; Registration: 144A/Reg S;
B: Redemption: 2023-11-15; Registration: 144A/Reg S;
C: Redemption: 2023-11-15; Registration: 144A/Reg S;
D: Redemption: 2023-11-15; Registration: 144A/Reg S;
E: Redemption: 2023-11-15; Registration: 144A/Reg S;
Sub: Redemption: 2023-11-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 15, 2025
AllReportsSurveillanceOther